Which object should be selected when selected to active is check for texture baking?
The active object is the same no matter what action you are performing in blender.
The active object is always the object you selected last.
When using the default theme, the active object is outlined in yellow, and all other selected objects are in orange.

If you selected your object in the wrong order, you can just ShiftRMB  on the object again to make it the active object.

To remember the selection order for baking is simple when you know what the active object is. Just say selected to active. Now think, you are baking from the selected object to the active object.